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Numerical integration within the Hamiltonian (Hybrid) Monte Carlo method Sanz-Serna, Jesús María

Description

The Hamiltonian or Hybrid Monte Carlo (HMC) method is a valuable sampling algorithm used in both molecular dynamics and statistics. Its efficiency very much depends on the numerical integration of the dynamics employed to define the proposal, with Verlet/leapfrog being the algorithm of choice. In the talk I will discuss how different properties of the integrator impact the efficiency of HMC and how to construct novel integrators that significantly improve on Verlet. I will also comment on adaptive integration strategies recently incorporated to some well-known molecular dynamics packages.

Item Metadata

Title
Numerical integration within the Hamiltonian (Hybrid) Monte Carlo method
Creator
Sanz-Serna, Jesús María
Publisher
Banff International Research Station for Mathematical Innovation and Discovery
Date Issued
2018-11-12T09:10
Description
The Hamiltonian or Hybrid Monte Carlo (HMC) method is a valuable sampling algorithm used in both molecular dynamics and statistics. Its efficiency very much depends on the numerical integration of the dynamics employed to define the proposal, with Verlet/leapfrog being the algorithm of choice. In the talk I will discuss how different properties of the integrator impact the efficiency of HMC and how to construct novel integrators that significantly improve on Verlet. I will also comment on adaptive integration strategies recently incorporated to some well-known molecular dynamics packages.
Extent
36.0
Subject
Mathematics; Statistics; Statistical mechanics, structure of matter; Statistical mechanics
Type
Moving Image
File Format
video/mp4
Language
eng
Notes
Author affiliation: Universidad Carlos III de Madrid
Series
BIRS Workshop Lecture Videos (Oaxaca de Juárez (Mexico))
Date Available
2019-05-12
Provider
Vancouver : University of British Columbia Library
Rights
Attribution-NonCommercial-NoDerivatives 4.0 International
DOI
10.14288/1.0378699
URI
http://hdl.handle.net/2429/70143
Affiliation
Non UBC
Peer Review Status
Unreviewed
Scholarly Level
Faculty
Rights URI
http://creativecommons.org/licenses/by-nc-nd/4.0/
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Attribution-NonCommercial-NoDerivatives 4.0 International